SENSEX
Sensex
Historical option data for SENSEX
18 Dec 2025 04:11 PM IST
| SENSEX 18-DEC-2025 87000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Dec | 84481.81 | 0.05 | -2.45 | - | 15,35,130 | -29,070 | 89,211 | |||||||||
| 17 Dec | 84559.65 | 2.2 | -1.9 | - | 9,18,062 | 19,979 | 1,18,281 | |||||||||
| 16 Dec | 84679.86 | 3.85 | -6.85 | - | 4,40,683 | 65,465 | 98,302 | |||||||||
| 15 Dec | 85213.36 | 9.75 | -10.7 | - | 2,64,860 | 8,602 | 32,837 | |||||||||
| 12 Dec | 85267.66 | 21.6 | 4.15 | - | 3,90,124 | 5,645 | 24,235 | |||||||||
| 11 Dec | 84818.13 | 16.4 | -13.55 | - | 69,966 | 8,220 | 18,590 | |||||||||
| 10 Dec | 84391.27 | 30 | -2.6 | - | 42,199 | 2,321 | 10,370 | |||||||||
| 9 Dec | 84666.28 | 31.95 | -56.4 | - | 27,153 | 5,086 | 8,049 | |||||||||
| 8 Dec | 85102.69 | 84.55 | -92.9 | - | 9,328 | 816 | 2,963 | |||||||||
| 5 Dec | 85712.37 | 178.1 | 21.35 | - | 11,669 | 1,905 | 2,147 | |||||||||
| 4 Dec | 85265.32 | 153 | -0.55 | - | 344 | 221 | 242 | |||||||||
| 3 Dec | 85106.81 | 145.75 | -49.25 | - | 89 | 2 | 21 | |||||||||
| 2 Dec | 85138.27 | 195 | -220 | - | 36 | -7 | 19 | |||||||||
| 1 Dec | 85641.90 | 415 | 4.7 | - | 32 | 24 | 26 | |||||||||
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| 28 Nov | 85706.67 | 416.6 | -15.4 | - | 79 | 1 | 2 | |||||||||
| 27 Nov | 85720.38 | 432 | -51.35 | - | 2 | 1 | 1 | |||||||||
| 26 Nov | 85609.51 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 84587.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Sensex - strike price 87000 expiring on 18DEC2025
Delta for 87000 CE is -
Historical price for 87000 CE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 0.05, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -29070 which decreased total open position to 89211
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2.2, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 19979 which increased total open position to 118281
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 3.85, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by 65465 which increased total open position to 98302
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 9.75, which was -10.7 lower than the previous day. The implied volatity was -, the open interest changed by 8602 which increased total open position to 32837
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 21.6, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by 5645 which increased total open position to 24235
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 16.4, which was -13.55 lower than the previous day. The implied volatity was -, the open interest changed by 8220 which increased total open position to 18590
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 30, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by 2321 which increased total open position to 10370
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 31.95, which was -56.4 lower than the previous day. The implied volatity was -, the open interest changed by 5086 which increased total open position to 8049
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 84.55, which was -92.9 lower than the previous day. The implied volatity was -, the open interest changed by 816 which increased total open position to 2963
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 178.1, which was 21.35 higher than the previous day. The implied volatity was -, the open interest changed by 1905 which increased total open position to 2147
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 153, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 221 which increased total open position to 242
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 145.75, which was -49.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 21
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 195, which was -220 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 19
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 415, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 26
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 416.6, which was -15.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 432, which was -51.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| SENSEX 18DEC2025 87000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Dec | 84481.81 | 2535 | 153 | - | 89 | -49 | 71 |
| 17 Dec | 84559.65 | 2368.95 | 136.2 | - | 61 | -20 | 120 |
| 16 Dec | 84679.86 | 2232.25 | 476.05 | - | 8 | 4 | 140 |
| 15 Dec | 85213.36 | 1761.35 | 108.6 | - | 223 | -27 | 136 |
| 12 Dec | 85267.66 | 1651.85 | -390.15 | - | 437 | -47 | 163 |
| 11 Dec | 84818.13 | 2030 | -377 | - | 76 | 55 | 210 |
| 10 Dec | 84391.27 | 2407 | 200 | - | 140 | 101 | 155 |
| 9 Dec | 84666.28 | 2207 | 515.1 | - | 11 | -1 | 54 |
| 8 Dec | 85102.69 | 1675.7 | 483.25 | - | 9 | -1 | 55 |
| 5 Dec | 85712.37 | 1186.2 | -521.2 | - | 79 | 56 | 56 |
| 4 Dec | 85265.32 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 85106.81 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 85138.27 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 85641.90 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 85706.67 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 85720.38 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 85609.51 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 84587.01 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 84900.71 | 0 | 0 | - | 0 | 0 | 0 |
For Sensex - strike price 87000 expiring on 18DEC2025
Delta for 87000 PE is -
Historical price for 87000 PE is as follows
On 18 Dec SENSEX was trading at 84481.81. The strike last trading price was 2535, which was 153 higher than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 71
On 17 Dec SENSEX was trading at 84559.65. The strike last trading price was 2368.95, which was 136.2 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 120
On 16 Dec SENSEX was trading at 84679.86. The strike last trading price was 2232.25, which was 476.05 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 140
On 15 Dec SENSEX was trading at 85213.36. The strike last trading price was 1761.35, which was 108.6 higher than the previous day. The implied volatity was -, the open interest changed by -27 which decreased total open position to 136
On 12 Dec SENSEX was trading at 85267.66. The strike last trading price was 1651.85, which was -390.15 lower than the previous day. The implied volatity was -, the open interest changed by -47 which decreased total open position to 163
On 11 Dec SENSEX was trading at 84818.13. The strike last trading price was 2030, which was -377 lower than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 210
On 10 Dec SENSEX was trading at 84391.27. The strike last trading price was 2407, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 101 which increased total open position to 155
On 9 Dec SENSEX was trading at 84666.28. The strike last trading price was 2207, which was 515.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 54
On 8 Dec SENSEX was trading at 85102.69. The strike last trading price was 1675.7, which was 483.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 55
On 5 Dec SENSEX was trading at 85712.37. The strike last trading price was 1186.2, which was -521.2 lower than the previous day. The implied volatity was -, the open interest changed by 56 which increased total open position to 56
On 4 Dec SENSEX was trading at 85265.32. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec SENSEX was trading at 85106.81. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec SENSEX was trading at 85138.27. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec SENSEX was trading at 85641.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov SENSEX was trading at 85706.67. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov SENSEX was trading at 85720.38. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov SENSEX was trading at 85609.51. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov SENSEX was trading at 84587.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov SENSEX was trading at 84900.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































